+347.0%
WELL vs SHAK
+47.7%
+299.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | -0.1% | -6.6% | +6.6% | +1.1% |
| 3M | +18.0% | +30.1% | -12.0% | +11.9% |
| 6M | +15.0% | -28.7% | +43.7% | +19.8% |
| YTD | +28.6% | -14.5% | +43.1% | +29.0% |
| 1Y | +42.9% | -31.9% | +74.8% | +48.8% |
| 3Y | +203.0% | -1.0% | +204.0% | +176.9% |
| 5Y | +206.9% | -18.7% | +225.6% | +178.1% |
| 10Y | +339.5% | +98.1% | +241.4% | +220.5% |
| All | +347.0% | +47.7% | +299.3% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling